18-048/III - Simple Market Timing with Moving Averages

• Authors
  Jukka Ilomaki, University of Tampere, Finland; Hannu Laurila, University of Tampere, Finland; Michael McAleer, Asia University, Taiwan
• Publication date
  May 18, 2018

• Keywords
  Market timing, Moving averages, Risk-free rate, Returns and volatility
• JEL
  G32, C58, C22, C41, D23